P-thinned gamma process and corresponding random walk

DOI10.1007/978-3-030-11539-5_33MaRDI QIDQ5235299zbMATH OpenOpenAlexFDO

Authors Pavlina Jordanova, M. Stehlík

Publication date 10 October 2019

Published in Finite Difference Methods. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-11539-5_33

zbMATH Keywords

convolutionsgamma processmixed distributionrandom walkzero-inflation

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Renewal theory (60K05)

Recommendations

• Some comments on thinned renewal processes
• On Cox processes and gamma renewal processes
• The inverses of thinned renewal processes
• scientific article; zbMATH DE number 1090469
• Renewal thinning and inverse renewal thinning of a renewal process and a random walk

Cited in

(2)

• Generalized RCINAR(p) Process with Signed Thinning Operator
• On improved volatility modelling by fitting skewness in ARCH models

This page was built for publication: P-thinned gamma process and corresponding random walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5235299)